Yes, kmeleon does support proxies. Here is the text from the kmeleon FAQ:

"K-Meleon does indeed support proxies, however their configuration isn't done through the program. The general rule of thumb is that if your proxy works with Mozilla it will work with K-Meleon. To get the proxies working edit the file C:\Program Files\K-Meleon\defaults\prefs\all.js (assuming installtion under C:\Program Files )